+101.6%
SOXS vs RAM
-82.2%
+183.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -32.5% | +71.7% | +10.2% |
| 7D | +94.9% | -49.5% | +144.3% | +26.5% |
| 30D | +174.1% | -63.2% | +237.4% | +51.9% |
| 3M | +82.4% | -58.5% | +140.9% | +28.2% |
| All | +101.6% | -82.2% | +183.8% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · Available span rolling